Sumários

Econometrics 6

16 Maio 2024, 09:30 Isabel Proença

Presentation of the group assignments.


Econometrics 5

9 Maio 2024, 09:30 Isabel Proença

Empirical Example about heteroscedasticity (Columbus housing data): questions 6 to 12.

  1. Additional Topics

4.1.   Spatial Stationarity: Geographically Weighted Regression (GWR)

              Empirical Application with STATA     


Econometrics 4

2 Maio 2024, 09:30 Isabel Proença

Conclusion of the empirical example on Boston housing data: resolution of questions 15 to 24

4.      Additional Topics

4.1.   Heteroscedasticity

    Empirical Example about heteroscedasticity (Columbus housing data): questions 1 to 5.



Econometrics 3

18 Abril 2024, 09:30 Isabel Proença

3.6.   Testing spatial autocorrelation among the residuals

3.7.   Partial Effects

3.8.   Empirical Application with STATA – “Boston housing”:

   Example with tests specification and modelling: resolution of questions 1 to 11. 


Econometrics 2

11 Abril 2024, 09:30 Isabel Proença

2.3.   The Spatial Error Model (SEM) – FGLS estimation

empirical application with STATA – “used cars”

3.6.   The General Spatial Linear Model SARAR(1,1)

3.7.   The Spatial Durbin Model

Motivating Spatial econometric models